Stochastic Networks, Frank P. Kelly; Ruth J. Williams
Автор: Shreve, Steven E. Название: Stochastic Calculus for Finance II ISBN: 0387401016 ISBN-13(EAN): 9780387401010 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: "A wonderful display of the use of mathematical probability to derive a large set of results from a small set of assumptions.
Автор: Shreve Название: Stochastic Calculus for Finance I ISBN: 0387401008 ISBN-13(EAN): 9780387401003 Издательство: Springer Рейтинг: Цена: 8384.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Developed for the professional Master`s program in Computational Finance at Carnegie Mellon, the leading financial engineering program in the U.S. Has been tested in the classroom and revised over a period of several yearsExercises conclude every chapter;
Автор: Kelly Название: Stochastic Networks ISBN: 1107035775 ISBN-13(EAN): 9781107035775 Издательство: Cambridge Academ Рейтинг: Цена: 10930.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. This compact introduction to some of the stochastic models found useful in the study of communication networks is ideal for graduate students wishing to understand this important area of application.
Автор: Kelly Название: Stochastic Networks ISBN: 1107691702 ISBN-13(EAN): 9781107691704 Издательство: Cambridge Academ Рейтинг: Цена: 6019.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Communication networks underpin our modern world, and provide fascinating and challenging examples of large-scale stochastic systems. This compact introduction to some of the stochastic models found useful in the study of communication networks is ideal for graduate students wishing to understand this important area of application.
Автор: Paul Glasserman; Karl Sigman; David D. Yao Название: Stochastic Networks ISBN: 0387948287 ISBN-13(EAN): 9780387948287 Издательство: Springer Рейтинг: Цена: 14673.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: The topics of research in stochastic networks are the complementary subjects of stability and rare events. This volume aims to present a sample of research problems, methodologies, and results in these two burgeoning areas. It originated from a workshop held at Columbia University in 1995, organized by Columbia`s Center for Applied Probability.
Автор: Richard Serfozo Название: Introduction to Stochastic Networks ISBN: 1461271606 ISBN-13(EAN): 9781461271604 Издательство: Springer Рейтинг: Цена: 13974.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Beginning with Jackson networks and ending with spatial queuing systems, this book describes several basic stochastic network processes, with the focus on network processes that have tractable expressions for the equilibrium probability distribution of the numbers of units at the stations.
Автор: Asmussen Название: Stochastic Simulation: Algorithms and Analysis ISBN: 038730679X ISBN-13(EAN): 9780387306797 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Sampling-based computational methods have become a fundamental part of the numerical toolset of practitioners and researchers across an enormous number of different applied domains and academic disciplines. This book provides a broad treatment of such sampling-based methods , as well as accompanying mathematical analysis of the convergence properties of the methods discussed . The reach of the ideas is illustrated by discussing a wide range of applications and the models that have found wide usage. The first half of the book focusses on general methods, whereas the second half discusses model-specific algorithms. Given the wide range of examples, exercises and applications students, practitioners and researchers in probability, statistics, operations research, economics, finance, engineering as well as biology and chemistry and physics will find the book of value. Soren Asmussen is Professor of Applied Probability at Aarhus University, Denmark and Peter Glynn is Thomas Ford Professor of Engineering at Stanford University.
Автор: Samuel Karlin Название: A First Course in Stochastic Processes, ISBN: 0123985528 ISBN-13(EAN): 9780123985521 Издательство: Elsevier Science Рейтинг: Цена: 16842.00 р. Наличие на складе: Нет в наличии.
Описание:
The purpose, level, and style of this new edition conform to the tenets set forth in the original preface. The authors continue with their tack of developing simultaneously theory and applications, intertwined so that they refurbish and elucidate each other.
The authors have made three main kinds of changes. First, they have enlarged on the topics treated in the first edition. Second, they have added many exercises and problems at the end of each chapter. Third, and most important, they have supplied, in new chapters, broad introductory discussions of several classes of stochastic processes not dealt with in the first edition, notably martingales, renewal and fluctuation phenomena associated with random sums, stationary stochastic processes, and diffusion theory.
Автор: Bishop, Christopher M. Название: Neural Networks for Pattern Recognition ISBN: 0198538642 ISBN-13(EAN): 9780198538646 Издательство: Oxford Academ Рейтинг: Цена: 14414.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is the first to provide a comprehensive account of neural networks from a statistical perspective. Its emphasis is on pattern recognition, which currently represents the area of greatest applicability for neural networks. By focusing on pattern recognition, the book provides a much more extensive treatment of many topics than is available in earlier books.
Автор: Karatzas Название: Brownian Motion and Stochastic Calculus ISBN: 0387976558 ISBN-13(EAN): 9780387976556 Издательство: Springer Рейтинг: Цена: 6981.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: This book is designed as a text for graduate courses in stochastic processes. It is written for readers familiar with measure-theoretic probability and discrete-time processes who wish to explore stochastic processes in continuous time. The vehicle chosen for this exposition is Brownian motion, which is presented as the canonical example of both a martingale and a Markov process with continuous paths. In this context, the theory of stochastic integration and stochastic calculus is developed. The power of this calculus is illustrated by results concerning representations of martingales and change of measure on Wiener space, and these in turn permit a presentation of recent advances in financial economics (option pricing and consumption/investment optimization). This book contains a detailed discussion of weak and strong solutions of stochastic differential equations and a study of local time for semimartingales, with special emphasis on the theory of Brownian local time. The text is complemented by a large number of problems and exercises.
Автор: Kuo Название: Introduction to Stochastic Integration ISBN: 0387287205 ISBN-13(EAN): 9780387287201 Издательство: Springer Рейтинг: Цена: 6986.00 р. Наличие на складе: Есть у поставщика Поставка под заказ.
Описание: Also called Ito calculus, the theory of stochastic integration has applications in virtually every scientific area involving random functions. This introductory textbook provides a concise introduction to the Ito calculus. From the reviews:"Introduction to Stochastic Integration is exactly what the title says.
